Chapter 5 - 1 Copyright© Zheng Zhenlong& Chen Rong 2008...

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Unformatted text preview: 1 Copyright© Zheng Zhenlong & Chen Rong, 2008 2 Copyright© Zheng Zhenlong & Chen Rong, 2008 股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股 股 DJIA 股 S 股 P500 股股股股股 300 股股股 股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股“ 股股股股股股股股股” 股股股股股股股股股股股股股股股股股 股股股股股 300 股股股股股 S 股 P500 股股股股股 股股股股股股股股股 股 股 1 股股股股股股股股 股 2 股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股 3 Copyright© Zheng Zhenlong & Chen Rong, 2008 股股股股股股股股股股股股股股股股股股股股股股 , 股股股股股股股股股股 : (3.7) 股股 股股股股 3.7 股股股股股股 CME 股股股股股股股股股股股 225 股股股股 [1] 股股股股股股 3.7 股股股股股股 股股股股股股股股股股股股股股股股股股 股股股股股股股股股股股股股股股股股 225 股股股股股股股股股股股股股股股股股股股股股股股股股 225 股股股股股股股 5 股股股股股股股股股股股股股股股股股股股 股股股股股股股股股股股股股股股股 ) )( ( t T q r Se F--= 4 Copyright© Zheng Zhenlong & Chen Rong, 2008 股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股 股股股股 股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股 股股股股股股 ( )( ) r q T t G Se--( )( ) r q T t G Se--< 5 Copyright© Zheng Zhenlong & Chen Rong, 2008 股股 1. 股股股股股股股股股股股股股 股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股 股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股 股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股 6 Copyright© Zheng Zhenlong & Chen Rong, 2008 2. 股股股股股股股股股股股股股 股股股股股股股股股股股股股股股股股股股股股股股股股 股股股股股股股 CAPM 股股股股股股股股股股 β 股股股股股股股股股股 股股股股股股股股股股股股股股股股股股股股股股 5.1 股 股股股股 1 股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股股...
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This note was uploaded on 12/22/2011 for the course ECON 102 taught by Professor Qu during the Spring '11 term at Shandong University.

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Chapter 5 - 1 Copyright© Zheng Zhenlong& Chen Rong 2008...

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